-71.7%
DOCU vs TMF
-87.3%
+15.6%
-86.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.5% | -2.3% | 0.0% |
| 7D | -3.7% | +4.0% | -7.7% | -4.0% |
| 30D | +15.0% | +19.5% | -4.5% | +13.2% |
| 3M | +39.9% | -3.5% | +43.4% | +40.2% |
| 6M | +66.2% | -10.6% | +76.7% | +67.4% |
| YTD | +17.7% | -17.1% | +34.8% | +19.2% |
| 1Y | +13.7% | -24.3% | +37.9% | +16.0% |
| 3Y | +95.9% | -27.2% | +123.1% | +97.5% |
| 5Y | -71.7% | -87.6% | +15.9% | -77.5% |
| All | -71.7% | -87.3% | +15.6% | -77.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded TMF wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling